Hennessee Growth Index

The funds in the Hennessee Growth Index typically have long and short equity positions in companies that exhibit an acceleration (or deceleration) of earnings growth, revenues, and market share.

Summary Statistics (Jan-93 to Dec-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Growth Index 9.39% 11.14% 0.84 1.33 N/A N/A
S&P 500 6.11% 15.11% 0.45 0.54 6.11% 0.70
Nasdaq Composite Index 7.76% 23.91% 0.42 0.45 5.58% 0.86
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Growth Index 148 92 62% -28.95% 31 Feb-00 Sep-02 $6,016
S&P 500 149 91 62% -52.56% 16 Oct-07 Feb-09 $3,273
Nasdaq Composite Index 138 102 58% -75.04% 31 Feb-00 Sep-02 $4,460
                           
Historical Performance (Jan-93 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 2.81% 2.04% -0.06% -0.79% -3.12% 0.17% -0.67% 1.43% 1.07% -0.91% 0.21% 0.02% 2.09%
2011 1.03% 2.82% -0.40% 1.62% -0.98% -2.20% -0.27% -4.14% -4.68% 3.91% -1.15% -1.80% -6.42%
2010 -3.07% 2.14% 3.28% 1.94% -4.60% -2.38% 1.97% -2.18% 4.89% 2.21% 2.24% 4.45% 10.86%
2009 -0.36% -2.00% 2.53% 4.20% 4.95% 0.27% 2.91% 0.88% 3.28% -1.63% 2.96% 2.40% 22.08%
2008 -4.99% 0.45% -2.69% 2.91% 3.74% -0.31% -2.68% -1.50% -7.43% -6.60% -4.25% -0.48% -21.94%
2007 1.13% 0.86% 1.17% 1.59% 2.81% 1.03% -0.18% -0.05% 3.43% 3.82% -2.46% 1.08% 15.02%
2006 5.00% 0.52% 2.70% 1.18% -2.24% -0.84% -1.37% 1.17% 0.20% 1.74% 2.39% 0.75% 11.57%
2005 -1.67% 2.07% -1.49% -3.67% 3.31% 2.49% 3.61% 0.00% 1.40% -1.60% 1.87% 1.22% 7.50%
2004 2.00% 0.87% -0.11% -2.38% 0.07% 1.09% -2.86% -0.75% 2.65% -0.16% 3.52% 2.13% 6.02%
2003 -0.07% -0.89% 0.32% 2.75% 5.68% 1.62% 2.43% 2.55% 0.07% 3.41% 1.40% 1.27% 22.38%
2002 -0.69% -2.19% 2.57% -1.33% -1.41% -3.52% -5.87% 0.04% -1.27% 1.11% 3.53% -2.92% -11.65%
2001 3.13% -3.87% -3.35% 2.06% 0.15% -0.48% -2.94% -1.45% -4.20% 2.45% 2.65% 2.53% -3.70%
2000 0.17% 13.85% -2.15% -8.69% -3.57% 6.24% -3.04% 5.90% -2.05% -4.30% -6.63% 3.16% -3.22%
1999 6.61% -3.94% 3.96% 5.13% 0.79% 6.53% 0.89% -0.84% 1.96% 3.25% 8.08% 12.01% 53.22%
1998 -0.44% 5.09% 4.53% -0.28% -3.00% 6.16% -2.36% -11.44% 4.34% 1.09% 6.12% 7.06% 16.37%
1997 3.03% -2.46% -3.14% -1.11% 6.80% 2.82% 5.08% 1.73% 6.54% -1.29% -0.84% 0.38% 18.28%
1996 1.27% 2.28% 0.82% 6.60% 3.91% -3.41% -5.08% 3.39% 3.91% 0.28% 2.35% 0.80% 17.87%
1995 -0.34% 3.63% 2.31% 2.51% 1.15% 5.34% 5.53% 2.48% 2.10% -1.99% 3.48% 1.10% 30.67%
1994 1.91% -1.54% -3.09% -0.58% 0.38% -0.93% 1.20% 2.94% 1.16% 0.45% -2.56% 1.16% 0.32%
1993 2.90% -1.24% 2.83% -0.31% 3.19% 1.72% 1.57% 4.63% 1.97% 2.92% -2.19% 4.04% 24.11%

 

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